Related papers: Numerical simulation of transmission coefficient u…
The generation of non-separable, physically motivated covariance functions is a theme of ongoing research interest, given that only a few classes of such functions are available. We construct a non-separable space-time covariance function…
We study the Radiative Transfer equations coupled with the time dependent temperature equation of a fluid: existence, uniqueness, a maximum principle are established. A short numerical section illustrates the pros and cons of the method.
We provide a general formula, based on stochastic thermodynamics, that describes the flow of information between an arbitrary number of coupled complex-valued Langevin equations. This permits to describe the transfer of information in…
This paper explicitly computes the transition densities of a spectrally negative stable process with index greater than one, reflected at its infimum. First we derive the forward equation using the theory of sun-dual semigroups. The…
Direct numerical simulations and mean-field theory are used to model reactive front propagation in a turbulent medium. In the mean-field approach, memory effects of turbulent diffusion are taken into account to estimate the front speed in…
We derive the linear Langevin equation that describes the behavior of critical fluctuation above the critical temperature of the chiral phase transition in the Nambu-Jona-Lasinio model. The Langevin equation relaxes exhibiting oscillation…
Transmission lines are vital components in power systems. Tripping of transmission lines caused by over-temperature is a major threat to the security of system operations, so it is necessary to efficiently simulate line temperature under…
We propose an energetic interpretation ofstochastic processes described by Langevin equations with non-uniform temperature. In order to avoid It\^{o}-Stratonovich dilemma, we start with a Kramers equation, and derive a Fokker-Plank equation…
Based on our earlier works [Phys. Rev. B 75, 195127 (2007) & J. Chem. Phys. 128, 234703 (2008)], we propose a formally exact and numerically convenient approach to simulate time-dependent quantum transport from first-principles. The…
The time-dependent barrier passage of an anomalous damping system is studied via the generalized Langevin equation (GLE) with non-Ohmic memory damping friction tensor and corresponding thermal colored noise tensor describing a particle…
Non-equilibrium thermodynamics of the driven resonant level model is studied using numerical simulations based on the driven Liouville von-Neumann formalism. The approach is first validated against recently obtained analytical results for…
We formulate a full-counting statistics description to study energy exchange in multi-terminal junctions. Our approach applies to quantum systems that are coupled either additively or non-additively (cooperatively) to multiple reservoirs.…
Transfer matrix method is a well-known and extensively used tool to compute the reflection and transmission coefficients of electromagnetic waves when interacting with a system of layers parallel to each other. We present here a modified…
We introduce stochastic models for continuous-time evolution of angles and develop their estimation. We focus on studying Langevin diffusions with stationary distributions equal to well-known distributions from directional statistics, since…
An emissivity formula is derived using the generalised Fermi-Weizacker-Williams method of virtual photons which accounts for the recoil the charged particle experiences as it emits radiation. It is found that through this derivation the…
We apply the quantum Langevin equations approach to study nonlinear light propagation through one-dimensional interacting open quantum lattice models. We write a large set of quantum Langevin equations of lattice operators obtained after…
Understanding the generation mechanism of the heating flux is essential for the design of hypersonic vehicles. We proposed a novel formula to decompose the heat flux coefficient into the contributions of different terms by integrating the…
The properties of molecules and materials containing light nuclei are affected by their quantum mechanical nature. Modelling these quantum nuclear effects accurately requires computationally demanding path integral techniques. Considerable…
Langevin equations are used to model many processes of physical interest, including low-energy nuclear collisions. In this paper we develop a general method for computing probabilities of very rare events (e.g. small fusion cross-sections)…
This paper discusses the technical aspects - mathematical and numerical - associated with the numerical simulations of a mesoscopic system in the time domain (i.e. beyond the single frequency AC limit). After a short review of the state of…